ASML Holding NV

10-Year Study

ASME.XETRA · Technology · DE · Common Stock

Executive Summary: ASML Holding NV has compounded at 31.4% annually over the last 10 years, with a maximum drawdown of 53.8% and an annualized volatility of 52.8%.

1Y CAGR
+31.9%
3Y CAGR
+34.5%
5Y CAGR
+25.4%
10Y CAGR
+31.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
53.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +58.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.21.3-9.19.3————————15.9%
2025-15.08.2-29.748.85.9-0.82.5-1.812.50.3-2.10.913.5%
20241.22.59.49.510.61.6-5.4-1.67.1-11.5-1.52.724.7%
20230.5-5.9-0.56.7-11.312.315.12.72.5-9.65.811.529.3%
20222.310.125.71.4-30.0-12.918.222.5-9.67.316.58.455.0%
2021-1.828.32.328.5-7.8-2.48.6-12.73.37.2-17.79.841.6%
20204.9-12.5-46.615.627.932.914.511.0-8.92.583.8-24.358.9%
201913.64.04.012.3-10.1-11.2-4.9-28.57.212.338.54.229.9%
201811.7-0.9-0.7-0.96.81.57.7-3.5-9.1-7.16.4-14.0-5.3%
20176.03.17.3-1.0-2.8-3.011.90.811.56.3-3.6-1.339.0%
2016———-2.64.3-1.812.7-3.20.3-0.01.88.220.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 52.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.5% of variance. Idiosyncratic stock-specific factors contribute 48.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019737.519140135622
2016-05-0110154.289378964742
2016-06-019968.008630461154
2016-07-0111232.18973094438
2016-08-0110871.000457374672
2016-09-0110907.341857736594
2016-10-0110906.210849722593
2016-11-0111101.564519657168
2016-12-0112017.04714936266
2017-01-0112732.614791099093
2017-02-0113124.477996301232
2017-03-0114078.57647105614
2017-04-0113930.911567601966
2017-05-0113540.912661324
2017-06-0113127.98287827868
2017-07-0114687.966074731045
2017-08-0114808.41221389226
2017-09-0116517.514466959652
2017-10-0117555.593393918905
2017-11-0116918.972597291548
2017-12-0116701.03605305546
2018-01-0118662.489808499216
2018-02-0118496.169487143798
2018-03-0118369.993735955617
2018-04-0118199.882673454373
2018-05-0119437.88901704218
2018-06-0119732.920536122656
2018-07-0121248.620418796112
2018-08-0120497.71809811681
2018-09-0118623.35195975103
2018-10-0117297.412850239623
2018-11-0118396.578638614355
2018-12-0115818.737944200291
2019-01-0117962.694135661302
2019-02-0118685.83083102989
2019-03-0119437.88901704218
2019-04-0121826.97034658269
2019-05-0119614.858223562376
2019-06-0117408.875468749808
2019-07-0116557.122759889484
2019-08-0111838.771336015161
2019-09-0112690.525941338417
2019-10-0114246.969192489409
2019-11-0119731.28587610242
2019-12-0120552.401226238733
2020-01-0121557.346418107914
2020-02-0118861.14885554476
2020-03-0110073.985511457691
2020-04-0111642.684654329754
2020-05-0114896.50869615099
2020-06-0119792.564386476315
2020-07-0122654.2131684638
2020-08-0125135.943530570075
2020-09-0122899.321520570556
2020-10-0123469.20104685531
2020-11-0143125.23614453039
2020-12-0132654.6680707524
2021-01-0132078.659176259913
2021-02-0141166.07716992549
2021-03-0142109.749540809586
2021-04-0154107.8436762728
2021-05-0149904.22358474855
2021-06-0148709.319182938765
2021-07-0152912.93548153715
2021-08-0146196.94956564554
2021-09-0147704.36450875491
2021-10-0151142.02218523488
2021-11-0142103.62017260184
2021-12-0146233.71060318848
2022-01-0147306.065570102226
2022-02-0152067.310244421635
2022-03-0165447.83862261479
2022-04-0166332.18204702275
2022-05-0146409.808565533065
2022-06-0140440.4676932241
2022-07-0147785.45726387955
2022-08-0158522.306958060726
2022-09-0152888.28146337484
2022-10-0156744.46195925233
2022-11-0166110.3413986724
2022-12-0171644.74366841362
2023-01-0172008.76593596896
2023-02-0167770.04990135918
2023-03-0167399.8603363374
2023-04-0171922.38584217995
2023-05-0163827.485518766814
2023-06-0171700.26451731514
2023-07-0182522.24819866
2023-08-0184728.40353159972
2023-09-0186814.12588227946
2023-10-0178452.68148619891
2023-11-0183032.60154632333
2023-12-0192600.90185363358
2024-01-0193721.13492381854
2024-02-0196085.3566495115
2024-03-01105109.0231451352
2024-04-01115073.44145872226
2024-05-01127265.90787337713
2024-06-01129277.35714964852
2024-07-01122327.02530880948
2024-08-01120368.92732784132
2024-09-01128958.73620477057
2024-10-01114179.2971138633
2024-11-01112436.53112045064
2024-12-01115444.51856839788
2025-01-0198184.27079637103
2025-02-01106197.29702193008
2025-03-0174677.10342633286
2025-04-01111096.89246032461
2025-05-01117702.05287518783
2025-06-01116808.96296372106
2025-07-01119699.10420485244
2025-08-01117550.25998182542
2025-09-01132209.86537276037
2025-10-01132588.94555602406
2025-11-01129804.92279491501
2025-12-01130973.21982173885
2026-01-01150830.54517072008
2026-02-01152773.0825064132
2026-03-01138852.98387257147
2026-04-01151753.93242786409
Annual Return Matrix
YearAnnual Return
20170.38977869067786974
2018-0.05282894462668708
20190.29924405466075576
20200.5888492887664631
20210.41583771432049366
20220.5496213203244968
20230.2925009862860184
20240.24668892265078868
20250.13451224402777195
20260.1586638294027498
Total Factor Risk
0.527829564884959
VTI.US Exposure
-0.04010001572877802
VEA.US Exposure
0.11647736941518373
VWO.US Exposure
-0.0008349088451147474
QQQ.US Exposure
-0.005212533444324468
VTV.US Exposure
0.01894621903920678
IJR.US Exposure
-0.013405408321573989
QUAL.US Exposure
0.0017088348039207709
SHV.US Exposure
0.21475124865419995
TLT.US Exposure
0.0013638195272851334
LQD.US Exposure
0.01679222093738711
HYG.US Exposure
-0.0018343190483489614
GLD.US Exposure
0.004089724239426099
USO.US Exposure
0.026415073340380436
VNQ.US Exposure
0.05047237261192261
BTC-USD.CC Exposure
0.055342615039226856
CPER.US Exposure
0.0015355780833999967
VIX.INDX Exposure
0.06494482040663326
UUP.US Exposure
-0.0021006227597401674
TIP.US Exposure
0.009773924278321865
Idiosyncratic Exposure
0.4808739877713859
Value Score
31.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →46.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.63%
Market Cap$446.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$198.861.99%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASML Holding NV a high-risk investment?

ASML Holding NV (ASME.XETRA) has an annualized volatility of 52.8% and experienced a maximum drawdown of 53.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ASME.XETRA?

Over the past 10 years, ASME.XETRA has generated a Compound Annual Growth Rate (CAGR) of 31.4%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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